Portfolio Theory Problem You are given the following information. Answer the following question using this information, UNLESS SPECIFICALLY instructed otherwise. Expected Return Standard Deviation Asset A 15% 30% Asset B 20% 40% Risk-free Asset 5% 0% Correlation between Assets A and B = 0 Question 13 (5 points) What is the expected return and standard deviation of the portfolio you created in question 12? Is it an efficient portfolio? If you answered "no," show another portfolio on the graph that clearly dominates it in Expected Return/Standard Deviation space. A/ 4